Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 988772.9565 | 770311.9208 | 218461.0357 | 8397689.899 | -293233.7718 | 8690923.6708 |
Total P&L (%) | 988.773 | 770.3119 | 218.461 | 8397.6899 | -293.2338 | 8690.9237 |
Avg Daily Profit (%) | 0.4093 | 0.3189 | 0.0904 | 0.1841 | 0 | 0.1855 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103538 | -66354 | -93760 | -6232662 | -5363106 | -2635487 |
Profit Factor | 2.6854 | 3.3491 | 1.8443 | 1.3237 | 0.9825 | 1.9443 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 43.0108 | 42.5532 | 43.4783 | 43.0108 | 42.5532 | 43.4783 |
Ratio Avg Win / Avg Loss | 3.5582 | 4.5213 | 2.3976 | 1.754 | 1.3263 | 2.5276 |
Largest Winning Trade | 351400 | 351400 | 64493 | 3927262 | 3927262 | 3439842 |
Largest Losing Trade | -33390 | -33390 | -30443 | -2223537 | -2223537 | -1424043 |
Avg Bars in Trades | 76 | 67 | 86 | 76 | 67 | 86 |
Avg Bars in Winners | 125 | 109 | 142 | 125 | 109 | 142 |
Avg Bars in Losers | 40 | 36 | 43 | 40 | 36 | 43 |
Bars Traded | 7155 | 3177 | 3978 | 7155 | 3177 | 3978 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449270 | 455136 | -71189 | 243778 | -581926 | 329175 |
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{ "first_band": { "type": "t3", "factors": { "length": 35, "offset": 0, "a": 0.29271 } }, "second_band": { "type": "bbm", "factors": { "length": 30, "offset": 0, "std": 1.86864 } } }
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{ "trading_pair": "ZIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7247, "evaluation_days": 2415.67, "actual_first_datapoint_time": 1550563200000, "first_datapoint_time": 1551542400000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759266276114, "expiration_time": 1765509408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 35, "offset": 0, "a": 0.29271 } }, "second_band": { "type": "bbm", "factors": { "length": 30, "offset": 0, "std": 1.86864 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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